-44.5%
TOST vs PLUG
-94.4%
+49.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.8% | -2.9% |
| 7D | +9.4% | +5.8% | +3.6% | +7.9% |
| 30D | +13.5% | -18.5% | +32.0% | +17.8% |
| 3M | -0.1% | -30.0% | +29.8% | +6.2% |
| 6M | +22.5% | -56.2% | +78.7% | +40.2% |
| YTD | -2.4% | -26.4% | +24.0% | -3.2% |
| 1Y | -4.7% | -42.2% | +37.5% | -1.1% |
| 3Y | +103.2% | -76.8% | +180.1% | +104.7% |
| 5Y | -41.2% | -96.2% | +55.0% | +29.9% |
| All | -44.5% | -94.4% | +49.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling